+37.3%
XLB vs NXT
+213.5%
-176.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.3% |
| 7D | +0.5% | -9.4% | +10.0% | +1.4% |
| 30D | +5.2% | +15.1% | -10.0% | +3.6% |
| 3M | +0.3% | -9.1% | +9.4% | +0.8% |
| 6M | +1.2% | -30.3% | +31.5% | +3.4% |
| YTD | +16.6% | +9.1% | +7.6% | +13.9% |
| 1Y | +21.4% | +7.9% | +13.6% | +18.5% |
| 3Y | +43.2% | +176.5% | -133.3% | +23.6% |
| All | +37.3% | +213.5% | -176.2% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling